Anic Equity¶

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Total return since start: 0.625 %¶

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Equity now: -----------------------------> 49642.02 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45580.81 Kr¶

PnL: ---------------------------------------> 524.81 Kr¶

DD now: ---------------------------------> -6.548 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 16:21:51.406618'

Anic Portfolio¶

Today¶

Return: 1.573 %¶

This Week¶

Return: 0.687 %¶

Total portfolio value¶

Return including deposits: 62.515 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.410000 1667.700000 198.700000 13.530000 1468.999998
Sedana Medical 93 3.910000 2669.100000 148.100000 5.870000 2521.000011
Orrön Energy 180 6.130000 2182.500000 139.500000 6.830000 2043.000000
Atrium Ljungberg B 5 4.570000 996.000000 61.000000 6.520000 935.000000
Platzer Fastigheter Holding B 12 4.700000 1015.200000 54.200000 5.640000 960.999996
Catena 2 4.230000 837.200000 45.200000 5.710000 792.000000
Sagax B 4 3.740000 899.200000 45.200000 5.290000 854.000000
JM 6 3.350000 907.200000 43.200000 5.000000 864.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 1.390000 1018.500000 38.500000 3.930000 980.000000
Hexatronic Group 12 3.250000 999.600000 32.600000 3.370000 966.999996
BioGaia B 8 1.970000 952.800000 22.800000 2.450000 930.000000
VEF 909 3.000000 1872.540000 22.540000 1.220000 1850.000436
Byggmax Group 33 1.660000 968.880000 12.880000 1.350000 956.000001
Bilia A 8 1.420000 912.800000 12.800000 1.420000 900.000000
Gränges 9 1.360000 940.500000 12.500000 1.350000 927.999999
Biotage 7 0.970000 952.000000 11.000000 1.170000 940.999997
Clas Ohlson B 12 0.990000 984.000000 11.000000 1.130000 972.999996
OX2 13 1.380000 953.550000 3.550000 0.370000 949.999999
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
EQT 4 0.820000 834.800000 2.800000 0.340000 832.000000
AcadeMedia 8 0.200000 401.600000 -0.400000 -0.100000 402.000000
ASSA ABLOY B 3 0.040000 776.100000 -2.900000 -0.370000 779.000001
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
Nordic Waterproofing Holding 7 1.040000 953.400000 -13.600000 -1.410000 966.999999
Addnode Group B 11 -0.180000 899.800000 -21.200000 -2.300000 921.000003
SKF B 5 -1.720000 916.000000 -24.000000 -2.550000 940.000000
Creaspac SPAC 39 -0.210000 3689.400000 -28.600000 -0.770000 3717.999987
Hexagon B 26 1.190000 3430.700000 -30.300000 -0.880000 3461.000010
Indutrade 5 2.020000 1184.500000 -33.500000 -2.750000 1218.000000
Vitec Software Group B 2 0.770000 1050.000000 -37.000000 -3.400000 1087.000000
Latour B 4 0.100000 818.800000 -38.200000 -4.460000 857.000000
INVISIO 16 0.890000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -0.630000 1046.400000 -62.600000 -5.640000 1109.000001
BHG Group 97 1.790000 1379.340000 -79.660000 -5.460000 1458.999989
TOTAL 45580.810000 524.810000 -6.54802% 45056.000411

Updated:¶

'2023-07-04 16:22:08.663752'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶